+664.1%
APP vs WYNN
-5.1%
+669.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.8% | +3.4% |
| 7D | +1.1% | -4.2% | +5.3% | +2.9% |
| 30D | +6.6% | -14.6% | +21.3% | +14.3% |
| 3M | -32.3% | -18.4% | -13.9% | -26.1% |
| 6M | -29.8% | -11.9% | -17.9% | -26.3% |
| YTD | -51.9% | -26.6% | -25.3% | -45.2% |
| 1Y | -43.3% | -28.5% | -14.8% | -35.1% |
| 3Y | +664.1% | -5.1% | +669.2% | +598.8% |
| All | +664.1% | -5.1% | +669.1% | +598.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded WYNN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling